+109.8%
AAPL vs JCI
+111.9%
-2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -3.0% | +4.1% | -7.0% | -4.4% |
| 30D | +2.3% | -3.8% | +6.1% | +3.6% |
| 3M | +8.6% | -1.6% | +10.3% | +8.4% |
| 6M | +21.6% | +9.5% | +12.0% | +15.5% |
| YTD | +16.3% | +21.7% | -5.4% | +5.5% |
| 1Y | +35.1% | +37.1% | -2.1% | +16.0% |
| 3Y | +79.4% | +165.2% | -85.8% | +12.8% |
| 5Y | +109.8% | +110.3% | -0.4% | +39.3% |
| All | +109.8% | +111.9% | -2.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling